基于有限记忆变遗忘因子子空间辨识算法.pdfVIP

29 7 Vol. 29 No. 7 2012 7 Control Theory Applications Jul. 2012 :2012 , , , (1. , 710025; 2. OO, 100854) : , . Hankel; ; , . , . : ; ; ; : TP273 : A Subspace identification algorithm based on finite-memory variable forgetting factor HUANG Jin-feng , ZHANG He-xin , HU You-tao , ZHANG zhi (1. Department of Automation, The Second Artillery Engineering College, Xi’an Shaanxi 710025, China; 2. The Second Artillery Representative Department, The Two-Hundredth Factory, Beijing 100854, China) Abstract: A novel subspace identification algorithm is proposed based on self-adaptive variable forgetting factor to deal with the problem of low convergence rate in traditional algorithms. The update form of input-output data Hankel matrices is redesigned. The self-adaptive forgetting factor is realized with the help of Euclidean-distance of eigenvalues of the identified system matrix. In order to eliminate the effect of old data, a modified algorithm is designed based on the finite-memory method. Theoretical proof and simulation results show that the tracking response of the modified algorithm is faster and the performance is better than the traditional algorithms. Key words: subspace identification; variable forgetting factor; finite-memory; Euclidean-distance 1 (Introduction) [11] )3: 1) Hankel; 2) [1–2] (orthogonal factorization, QR)SVD , (GivensQR